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by Yurtle
August 11th, 2005, 9:31 am
Forum: Technical Forum
Topic: Correlation hedging: levels or returns
Replies: 0
Views: 139215

Correlation hedging: levels or returns

<t>If I am looking at putting on a play between two assets, should I look at the correlation of their prices or of their returns. I read something which states that if the two assets have a cointegrating relationship, you should look at the correlation of the levels, rather than returns. I was looki...
by Yurtle
March 13th, 2004, 4:11 am
Forum: Forum and Website Bugs and Suggestions
Topic: LaTeX in messages
Replies: 41
Views: 196602

LaTeX in messages

Paul sent me a private message. it was due to me having the standard rather than advanced option set in my peronal settings .cheers,Yurtle
by Yurtle
March 12th, 2004, 12:27 am
Forum: Forum and Website Bugs and Suggestions
Topic: LaTeX in messages
Replies: 41
Views: 196602

LaTeX in messages

<t>I wasn't trying to put up a thread, just trying to read others posts. Ie, I assume in the post by mj three posts before mine a picture is supposed to be showing for the equation? this may be related to the fact that I also cannot see anyones personal image (ie like my turtle), which has been the ...
by Yurtle
March 10th, 2004, 1:52 am
Forum: Forum and Website Bugs and Suggestions
Topic: LaTeX in messages
Replies: 41
Views: 196602

LaTeX in messages

Is there some setting I need to enable to be able to display the equation gif's? I am using IE 6. all I see is the text[EIM]EquationImages/478_478_24_02222004.gif[/EIM (I dropped off the last bracket so it would just display the text for others)cheers,Yurtle.
by Yurtle
March 10th, 2004, 1:15 am
Forum: Brainteaser Forum
Topic: Another Cake Cutting Query
Replies: 21
Views: 193039

Another Cake Cutting Query

steffan,player three may not want player 1 to take the smaller piece, but has no choice in the matter as it i playr 2's call.cheers,yurtle.
by Yurtle
March 7th, 2004, 6:33 am
Forum: Brainteaser Forum
Topic: Another Cake Cutting Query
Replies: 21
Views: 193039

Another Cake Cutting Query

I agree with you on the "People who can play this game and divide the cake reasonably fairly will make good traders" commentcheers,Yurtle
by Yurtle
March 5th, 2004, 3:55 am
Forum: Brainteaser Forum
Topic: Another Cake Cutting Query
Replies: 21
Views: 193039

Another Cake Cutting Query

<t>The problem I see with Aaron solution is one of brainspeed.its much easier for someone to evaluate which piece they want when when they have time to think about it. But under the pressure of needing to be the first person to call out once the boundary is just reached may cause someone to either p...
by Yurtle
March 5th, 2004, 3:09 am
Forum: Programming and Software Forum
Topic: Urgent: C++/SQL mean what exactly?
Replies: 9
Views: 190305

Urgent: C++/SQL mean what exactly?

<t>DCFC,In regards to your intereview your interview question on the finding the uptick. I know that you can do it with cursors but is there a way to do it without cursors(I can think of numerous ways to do it with cursors)? Maybe populating a temporary table with the data from your table and creati...
by Yurtle
March 3rd, 2004, 2:26 am
Forum: Brainteaser Forum
Topic: another ques. about quants at a dinner party!
Replies: 20
Views: 192825

another ques. about quants at a dinner party!

It cannot work for n = 4 and therefore the question is disproved
by Yurtle
February 26th, 2004, 4:52 am
Forum: Technical Forum
Topic: historical data? (foreign exchange ...)
Replies: 5
Views: 190038

historical data? (foreign exchange ...)

there is daily historical FX spot data and australian overnight, T-bill and T-bonds dataReserve Bank of Australia - statistics pagethere's also some stuff hereFederal Reserve (US) - Releasescheers,Yurtle
by Yurtle
February 26th, 2004, 4:48 am
Forum: Technical Forum
Topic: historical data? (foreign exchange ...)
Replies: 5
Views: 190038

historical data? (foreign exchange ...)

this one looks promisingFinancial Data findercheers,Yurtle
by Yurtle
February 26th, 2004, 4:46 am
Forum: Technical Forum
Topic: historical data? (foreign exchange ...)
Replies: 5
Views: 190038

historical data? (foreign exchange ...)

try some of the links onJournal of finance links pageyou should be able to get fx daily data and maybe IR from somewher ebut good luck finding free options price datacheers,Yurtle
by Yurtle
February 11th, 2004, 1:07 am
Forum: Technical Forum
Topic: asian options
Replies: 13
Views: 191920

asian options

we trade asian options on forward spot in the australian electricity market.Ie the average of all the half hourly prices in a 3 month period starting in the future.
by Yurtle
January 29th, 2004, 9:35 am
Forum: Careers Forum
Topic: pl respond back Unsw or Macquarie
Replies: 32
Views: 195815

pl respond back Unsw or Macquarie

<t>we dont finish the degree for another 4 weeks. So far no one has changed jobs yet based on the degree. But I must say large number of us already have jobs in finanial markets already. there ar ea few without eperience though so we will see how they goOn the NAB side. Do they even know what a quan...
by Yurtle
January 26th, 2004, 12:08 am
Forum: Numerical Methods Forum
Topic: Monte Carlo vs Finite Difference vs Trees
Replies: 21
Views: 195935

Monte Carlo vs Finite Difference vs Trees

Thanks Nonius and MJ,I am going through Pauls book now.Cheers,Yurtle.